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Bivariate GARCH models for single asset returns

2015
In this paper an alternative approach to modelling and forecasting single asset returns volatility is presented. A new, bivariate, flexible framework, which may be considered as a development of single-equation ARCH-type models, is proposed. This approach focuses on joint distribution of returns and observed volatility, measured by Garman-Klass ...
openaire   +1 more source

Beyond Distance: A Simple Qualitative Assessment of the Single-Leg Hop Test in Return-to-Play Testing

Sports Health, 2022
Stefano Di Paolo   +2 more
exaly  

The impact of single nucleotide polymorphisms on return-to-work after taxane-based chemotherapy in breast cancer

Cancer Chemotherapy and Pharmacology, 2023
Cathrine F Hjorth   +2 more
exaly  

Quantitative Effects of Respiration on Venous Return during Single Knee Extension-Flexion

International Journal of Sports Medicine, 2002
Takafumi Hamaoka, T Shimomitsu
exaly  

Return-to-zero modulator using a single NRZ drive signal and an optical delay interferometer

IEEE Photonics Technology Letters, 2001
P J Winzer, Juerg Leuthold
exaly  

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